POWR vs. DVUT
POWR (iShares U.S. Power Infrastructure ETF) and DVUT (WEBs Utilities XLU Defined Volatility ETF) are both Utilities Equities funds. POWR is actively managed, while DVUT is passively managed. At a 0.46 correlation, their price movements are largely independent. POWR charges 0.40%/yr vs 0.89%/yr for DVUT.
Performance
POWR vs. DVUT - Performance Comparison
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Returns By Period
In the year-to-date period, POWR achieves a 17.55% return, which is significantly higher than DVUT's 7.47% return.
POWR
- 1D
- -1.96%
- 1M
- -0.61%
- YTD
- 17.55%
- 6M
- 16.63%
- 1Y
- 21.00%
- 3Y*
- 12.24%
- 5Y*
- 14.68%
- 10Y*
- 8.74%
DVUT
- 1D
- 1.10%
- 1M
- -0.99%
- YTD
- 7.47%
- 6M
- 7.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
POWR vs. DVUT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
POWR iShares U.S. Power Infrastructure ETF | 17.55% | 2.87% |
DVUT WEBs Utilities XLU Defined Volatility ETF | 7.47% | 2.12% |
Correlation
The correlation between POWR and DVUT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.46 |
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Return for Risk
POWR vs. DVUT — Risk / Return Rank
POWR
DVUT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
POWR vs. DVUT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Power Infrastructure ETF (POWR) and WEBs Utilities XLU Defined Volatility ETF (DVUT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| POWR | DVUT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.22 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | — | — |
| Martin ratioReturn relative to average drawdown | 8.63 | — | — |
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Drawdowns
POWR vs. DVUT - Drawdown Comparison
The maximum POWR drawdown since its inception was -65.98%, which is greater than DVUT's maximum drawdown of -18.27%. Use the drawdown chart below to compare losses from any high point for POWR and DVUT.
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Drawdown Indicators
| POWR | DVUT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.98% | -18.27% | -47.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.42% | — | — |
Current DrawdownCurrent decline from peak | -2.27% | -10.07% | +7.80% |
Average DrawdownAverage peak-to-trough decline | -18.09% | -7.86% | -10.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | — | — |
Volatility
POWR vs. DVUT - Volatility Comparison
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Volatility by Period
| POWR | DVUT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 26.24% | -9.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.08% | 26.24% | -3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.52% | 26.24% | -0.72% |
POWR vs. DVUT - Expense Ratio Comparison
POWR has a 0.40% expense ratio, which is lower than DVUT's 0.89% expense ratio.
Dividends
POWR vs. DVUT - Dividend Comparison
POWR's dividend yield for the trailing twelve months is around 5.48%, while DVUT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVUT WEBs Utilities XLU Defined Volatility ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
POWR iShares U.S. Power Infrastructure ETF | 5.48% | 7.56% | 4.36% | 4.16% | 4.82% | 3.94% | 3.96% | 5.71% | 3.17% | 3.11% | 2.75% | 3.42% |
Frequently Asked Questions
POWR and DVUT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, POWR is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
POWR is cheaper with a 0.40% expense ratio, compared with 0.89% for DVUT.
POWR has the higher dividend yield at 5.48%, compared with 0.00% for DVUT.
They also come from different issuers: iShares and WEBs. Their fees differ too: 0.40% for POWR and 0.89% for DVUT.
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